Mean - variance hedging: a stochastic LQ-control approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch Software E-Book |
| Sprache: | English |
| Veröffentlicht: |
2002
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| Schlagworte: | |
| Beschreibung: | 1 CD-ROM ;12cm 12cm Beil. ([2] Bl.) |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Roßberg, Thilo |
| author_facet | Roßberg, Thilo |
| author_role | aut |
| author_sort | Roßberg, Thilo |
| author_variant | t r tr |
| building | Verbundindex |
| bvnumber | BV017045666 |
| ctrlnum | (OCoLC)634215973 (DE-599)BVBBV017045666 |
| format | Thesis Electronic Software eBook |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV017045666 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:13:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010287850 |
| oclc_num | 634215973 |
| open_access_boolean | |
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| physical | 1 CD-ROM ;12cm 12cm Beil. ([2] Bl.) |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| record_format | marc |
| spelling | Roßberg, Thilo Verfasser aut Mean - variance hedging a stochastic LQ-control approach von Thilo Roßberg 2002 1 CD-ROM ;12cm 12cm Beil. ([2] Bl.) txt rdacontent c rdamedia cd rdacarrier Ulm, Univ., Diss., 2002 Hedging (DE-588)4123357-8 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Erwartungswert-Varianz-Ansatz (DE-588)4741625-7 gnd rswk-swf Riccati-Differentialgleichung (DE-588)4230752-1 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Hedging (DE-588)4123357-8 s Erwartungswert-Varianz-Ansatz (DE-588)4741625-7 s Sprungprozess (DE-588)4427906-1 s Stochastische Kontrolltheorie (DE-588)4263657-7 s Riccati-Differentialgleichung (DE-588)4230752-1 s Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 |
| spellingShingle | Roßberg, Thilo Mean - variance hedging a stochastic LQ-control approach Hedging (DE-588)4123357-8 gnd Sprungprozess (DE-588)4427906-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Erwartungswert-Varianz-Ansatz (DE-588)4741625-7 gnd Riccati-Differentialgleichung (DE-588)4230752-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4123357-8 (DE-588)4427906-1 (DE-588)4057621-8 (DE-588)4741625-7 (DE-588)4230752-1 (DE-588)4263657-7 (DE-588)4113937-9 |
| title | Mean - variance hedging a stochastic LQ-control approach |
| title_auth | Mean - variance hedging a stochastic LQ-control approach |
| title_exact_search | Mean - variance hedging a stochastic LQ-control approach |
| title_full | Mean - variance hedging a stochastic LQ-control approach von Thilo Roßberg |
| title_fullStr | Mean - variance hedging a stochastic LQ-control approach von Thilo Roßberg |
| title_full_unstemmed | Mean - variance hedging a stochastic LQ-control approach von Thilo Roßberg |
| title_short | Mean - variance hedging |
| title_sort | mean variance hedging a stochastic lq control approach |
| title_sub | a stochastic LQ-control approach |
| topic | Hedging (DE-588)4123357-8 gnd Sprungprozess (DE-588)4427906-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Erwartungswert-Varianz-Ansatz (DE-588)4741625-7 gnd Riccati-Differentialgleichung (DE-588)4230752-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Hedging Sprungprozess Stochastische Differentialgleichung Erwartungswert-Varianz-Ansatz Riccati-Differentialgleichung Stochastische Kontrolltheorie Hochschulschrift |
| work_keys_str_mv | AT roßbergthilo meanvariancehedgingastochasticlqcontrolapproach |